+41,936.4%
JBL vs AME
+14,169.3%
+27,767.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.6% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | -8.3% | -6.7% | -1.6% | -4.3% |
| 3M | -16.9% | +4.1% | -21.0% | -18.5% |
| 6M | +21.8% | +1.6% | +20.2% | +21.6% |
| YTD | +36.3% | +16.1% | +20.2% | +25.8% |
| 1Y | +49.5% | +27.3% | +22.2% | +30.5% |
| 3Y | +170.6% | +50.9% | +119.8% | +113.7% |
| 5Y | +408.4% | +81.4% | +327.0% | +262.3% |
| 10Y | +1,450.4% | +417.0% | +1,033.4% | +533.7% |
| All | +41,936.4% | +14,169.3% | +27,767.2% | +6,519.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling